+265.1%
MU vs BURL
-4.6%
+269.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -7.6% |
| 7D | -19.1% | +10.4% | -29.5% | -19.9% |
| 30D | -25.2% | -4.9% | -20.3% | -24.4% |
| 3M | -10.9% | -29.8% | +18.9% | -6.8% |
| 6M | +38.0% | -16.5% | +54.5% | +38.8% |
| YTD | +178.8% | -10.5% | +189.4% | +180.7% |
| 1Y | +265.1% | -5.3% | +270.5% | +267.4% |
| All | +265.1% | -4.6% | +269.7% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling